: Consider a multi-factor key rate model with key rates being YTM on 2, 5, 10, and 30-year par ponds. Assume also that currently YTM on 2, 5, 10, and 30-year bonds are 4%, 5%, 6%, and 7% respectively. Assume all bonds have a $100 face value. Keep at least 6 decimal digits

a) (2 points) Find KR012 for 2-year par bond; KR015 for 5-year par bond; KR0110 for 10-year par bond; and KR0130 for 30-year par bond

b) (1 point) Find all key rates (KR012, KR015, KR0110, and KR0130) for a 15-year par bond if YTM for this bond is 6.25%

c) (1 point) Find all key rates (KR012, KR015, KR0110, and KR0130) for a 20-year par bond if YTM for this bond is 6.5%

c) (1 point) Find all key rates (KR012, KR015, KR0110, and KR0130) for a 20-year par bond if YTM for this bond is 6.5%